def getBalance():
"""
返回 btc/usdt/ft的持仓信息
:return:
"""
public_balance_deal = Fcoin()
public_balance_deal.auth(accessKey, secretyKey)
result, data = public_balance_deal.get_balance()
btc_num = 0
usdt_num = 0
ft_num = 0
if str(data["status"]) == "0":
for info in data["data"]:
currency = info["currency"].lower()
if currency == "btc":
btc_num = float(info["balance"])
if currency == "usdt":
usdt_num = float(info["balance"])
if currency == "ft":
ft_num = float(info["balance"])
return btc_num, usdt_num, ft_num
else:
return btc_num, usdt_num, ft_num
# # -*- coding: utf-8 -*-
"""
"""
import pandas as pd
from fcoin import Fcoin
import os,csv,time
fcoin = Fcoin()
fcoin.auth('key ', 'secret')
sylist = ['btcusdt','ethusdt','bchusdt','ltcusdt','ftusdt','fteth','etcusdt','ftbtc','bnbusdt','btmusdt','zrxeth']
sDir = os.path.join(os.path.abspath('..'),'..','Fcoin_DL','KLine')
stime = time.strftime('%Y-%m-%d',time.localtime())
# 获取最新的深度明细
# 买(卖)1价, 买(卖)1量
# The ask price is what sellers are willing to take for it.
# If you are selling a stock, you are going to get the bid price,
# if you are buying a stock you are going to get the ask price.
bids_head = ['买1价','买的量数']
bids_flag = '买1价'
asks_head = ['卖1价','卖的量数']
asks_flag = '卖1价'
for sy in sylist:
bidsfile = '{0}_{1}_{2}'.format(stime,sy, 'bids_depth.csv')
bidspath = os.path.join(sDir, bidsfile)
asksfile = '{0}_{1}_{2}'.format(stime, sy, 'asks_depth.csv')
askspath = os.path.join(sDir, asksfile)
from fcoin import Fcoin
#if python3 use fcoin3
#from fcoin3 import Fcoin
fcoin = Fcoin()
print(fcoin.get_symbols())
print(fcoin.get_currencies())
fcoin.auth('you-key', 'you-secret')
print(fcoin.get_balance())
print(fcoin.buy('fteth', 0.0001, 10))
#print(fcoin.sell('fteth', 0.002, 5))
#print(fcoin.cancel_order('6TfBZ-eORp4_2nO5ar6zhg0gLLvuWzTTmL1OzOy9OYg='))
#print(fcoin.get_candle('M1','fteth'))
from fcoin import Fcoin
fcoin = Fcoin()
fcoin.auth('6b709e792d484932a06298e0f408692b',
'8fc3e8dc802548788f2c55287c16d021')
balance = fcoin.get_balance()
FT_USDT_QTY = 10
FT_ETH_QTY = 10
ETH_USDT_QTY = 10
'''
balance_ft = 0
balance_usdt = 0
balance_eth = 0
for data in balance["data"]:
if(data["currency"] == "usdt"):
balance_usdt = float(data["available"])
if(data["currency"] == "ft"):
balance_ft = float(data["available"])
if(data["currency"] == "eth"):
balance_eth = float(data["available"])
print("balance-FT :"+str(balance_ft))
print("balance-USDT:"+str(balance_usdt))
print("balance-ETH :"+str(balance_eth))
'''
def cancelAll():
print("cancelAll")
sleep(1.5)
cancel_order_nums = 3
public_order_deal = Fcoin()
public_order_deal.auth(accessKey, secretyKey)
all_orders = []
for state in ["submitted", "partial_filled"]:
result, data = public_order_deal.list_orders(symbol="btcusdt",
states=state)
if str(data["status"]) == "0":
orders = data["data"]
for use_order in orders:
all_orders.append(use_order)
sleep(2)
if len(all_orders) > 0:
buy_order_array = []
sell_order_array = []
for use_order in all_orders:
systemID = str(use_order["id"])
status = use_order["state"]
tradedVolume = float(use_order["filled_amount"])
totalVolume = float(use_order["amount"])
price = float(use_order["price"])
side = use_order["side"]
if status in ["partial_filled", "submitted", "partial_canceled"]:
if side == "buy":
buy_order_array.append([price, systemID])
else:
sell_order_array.append([price, systemID])
all_need_cancel = []
if len(buy_order_array) > cancel_order_nums:
sort_buy_arr = sorted(buy_order_array,
key=lambda price_pair: price_pair[0])
sort_buy_arr.reverse()
print('sort_buy_arr :{}'.format(sort_buy_arr))
for i in range(cancel_order_nums, len(sort_buy_arr)):
all_need_cancel.append(str(sort_buy_arr[i][1]))
# public_order_deal.cancel_order( str(sort_buy_arr[i][1]))
if len(sell_order_array) > cancel_order_nums:
sort_sell_arr = sorted(sell_order_array,
key=lambda price_pair: price_pair[0])
print(u'sort_sell_arr'.format(sort_sell_arr))
for i in range(cancel_order_nums, len(sell_order_array)):
all_need_cancel.append(str(sort_sell_arr[i][1]))
for systemID in all_need_cancel:
try:
print(public_order_deal.cancel_order(systemID))
sleep(1.5)
except Exception as ex:
print(ex, file=sys.stderr)
else:
print("order_all is not ")
def runSell(accessKey, secretyKey, price, volume):
fcoin = Fcoin()
fcoin.auth(accessKey, secretyKey)
return fcoin.sell('btcusdt', price, volume)
def runBuy(accessKey, secretyKey, price, volume):
fcoin = Fcoin()
fcoin.auth(accessKey, secretyKey)
return fcoin.buy('btcusdt', price, volume)
from fcoin import Fcoin
#if python3 use fcoin3
#from fcoin3 import Fcoin
fcoin = Fcoin()
print(fcoin.get_symbols())
print(fcoin.get_currencies())
fcoin.auth('you-key', 'you-secret')
print(fcoin.get_balance())
print(fcoin.buy('fteth', 0.0001, 10))
#print(fcoin.sell('fteth', 0.002, 5))
#print(fcoin.cancel_order('6TfBZ-eORp4_2nO5ar6zhg0gLLvuWzTTmL1OzOy9OYg='))
#print(fcoin.get_candle('M1','fteth'))
from fcoin import Fcoin
#if python3 use fcoin3
#from fcoin3 import Fcoin
fcoin = Fcoin()
print(fcoin.get_symbols())
print(fcoin.get_currencies())
fcoin.auth('', '')
print(fcoin.get_balance())
#print(fcoin.buy('fteth', 0.0001, 10))
#print(fcoin.sell('fteth', 0.002, 5))
#print(fcoin.cancel_order('6TfBZ-eORp4_2nO5ar6zhg0gLLvuWzTTmL1OzOy9OYg='))
#print(fcoin.get_candle('M1','fteth'))
class MarketApp:
"""
"""
def __init__(self):
self.client = FcoinClient()
self.fcoin = Fcoin()
self.fcoin.auth(config.key, config.secret)
self._sender = MqSender('fcoin', 'kline')
self.sym = ''
self.wdata = {}
self._init_log()
# self.deleteFromMmap(sfilepath, size-iseekpos,size)
def deleteFromMmap(self, filename, start, end, lastline=False):
self.sym = self.sym # acutally it will not be used just for fix the warnning error
f = open(filename, "r+")
VDATA = mmap.mmap(f.fileno(), 0)
size = len(VDATA)
if lastline is True:
start = size - start
end = size
else:
pass
length = end - start
newsize = size - length
VDATA.move(start, end, size - end)
VDATA.flush()
VDATA.close()
f.truncate(newsize)
f.close()
def candle(self, data):
# print('数据：', data)
name, ml, sym = self.client.channel_config[0].split('.')
ts = int(round(data['id'] * 1000)) # self.client.get_ts()
# send to mq
try:
mqdata = {}
tdata = {
'symbol': sym,
'ts': ts,
'tm_intv': m_interval,
'exchange': config.exchange
}
mqdata.update(tdata)
mqdata.update(data)
# print(mqdata)
self._sender.send(str(mqdata))
except Exception as error:
print(error)
self._sender.close()
# send to mq
# print('symbol: ', sym)
# create the no-exist folder to save date
stime = time.strftime('%Y%m%d', time.localtime())
stradeDir = os.path.join(sDir, stime, config.exchange, config.klinedir)
if not os.path.exists(stradeDir):
os.makedirs(stradeDir)
# for original data
sTfile = '{0}_{1}_{2}{3}'.format(config.klinedir, stime, sym, '.txt')
sTfilepath = os.path.join(stradeDir, sTfile)
# write original data to txt files
with open(sTfilepath, 'a+', encoding='utf-8') as tf:
tf.writelines(json.dumps(data) + '\n')
# for no-duplicated csv data
sfile = '{0}_{1}_{2}{3}'.format(config.klinedir, stime, sym, '.csv')
sfilepath = os.path.join(stradeDir, sfile)
if self.wdata:
if ts in self.wdata.values():
# self.wdata['ts'] = ts
pass
else:
self.wdata['ts'] = ts
self.wdata['wlen'] = 0
# write the current data sent from server to the csv but the position will be changed
else:
self.wdata['ts'] = ts
self.wdata['wlen'] = 0
self.w2csv(sfilepath, ts, sym, data)
def w2csv(self, sfilepath, ts, sym, data):
sflag = 'close'
rFind = False
kklist = []
vvlist = []
# will delete the data from the end if the ts is the same to the previous data
iseekpos = self.wdata['wlen']
# print('iseekpos= '+'{0}'.format(iseekpos))
if iseekpos > 0:
# print('will call deleteFromMmap')
self.deleteFromMmap(sfilepath, iseekpos, 0, True)
# will delete the data from the end if the ts is the same to the one of the previous data
else:
pass
if os.path.exists(sfilepath):
with open(sfilepath, 'r', encoding='utf-8') as f:
first_line = f.readline() # 取第一行
rFind = sflag in first_line
with open(sfilepath, 'a+', encoding='utf-8', newline='') as f:
w = csv.writer(f)
if rFind is True:
vlist = list(data.values())
self.additem2list(ts, vvlist, sym, m_interval, vlist)
w.writerow(vvlist)
else: # khead = ['symbol', 'ts', 'tm_intv', 'id', 'open', 'close', 'low', 'high', 'amount', 'vol', 'count']
klist = list(data.keys())
# open,close,high,quote_vol,id,count,low,seq,base_vol
kklist.insert(0, 'symbol')
kklist.insert(1, 'ts')
kklist.insert(2, 'tm_intv')
kklist.insert(3, klist[4])
kklist.insert(4, klist[0])
kklist.insert(5, klist[1])
kklist.insert(6, klist[6])
kklist.insert(7, klist[2])
kklist.insert(8, 'amount')
kklist.insert(9, 'vol')
kklist.insert(10, klist[5])
w.writerow(kklist)
vlist = list(data.values())
self.additem2list(ts, vvlist, sym, m_interval, vlist)
w.writerow(vvlist)
# update the lenth of data wroten to csv
prelen = len('{0},{1},{2}'.format(sym, ts, m_interval))
# print('prelen= ' + '{0}'.format(prelen))
for i in dkey:
ss = '{0}{1}'.format(',', data[i])
prelen += len(ss)
prelen += len(
'\t\n') # because there is a extra '\t\n' which is equal 2 bytes
# print('w2csv prelen= ' + '{0}'.format(prelen))
self.wdata['wlen'] = prelen
# print('w2csv after prelen= ' + '{0}'.format(self.wdata['wlen']))
# update the lenth of data wroten to csv
# add extral items to the original list
def additem2list(self, ts, vvlist, sym, ml, vlist):
self.sym = sym # acutally it will not be used just for fix the warnning error
vvlist.insert(0, sym)
vvlist.insert(1, ts)
vvlist.insert(2, ml)
vvlist.insert(3, vlist[4])
vvlist.insert(4, vlist[0])
vvlist.insert(5, vlist[1])
vvlist.insert(6, vlist[6])
vvlist.insert(7, vlist[2])
vvlist.insert(8, vlist[3])
vvlist.insert(9, vlist[8])
vvlist.insert(10, vlist[5])
# 循环
def loop(self):
self.client.start()
while not self.client.isConnected:
self._log.info('waitting……')
time.sleep(1)
self.sync_kline(self.sym)
while True:
try:
pass
except Exception as error:
print(error)
time.sleep(1)
# sync_trades
def sync_kline(self, sym):
self.client.stream.stream_klines.subscribe(self.candle)
self.client.subscribe_candle(sym, config.mflag)
# 日志初始化
def _init_log(self):
self._log = logging.getLogger(__name__)
self._log.setLevel(level=logging.INFO)
formatter = logging.Formatter('%(asctime)s - %(message)s') # 格式
'''
保存文档
'''
handler = logging.FileHandler("app.log")
handler.setLevel(logging.INFO)
handler.setFormatter(formatter)
self._log.addHandler(handler)
'''
控制台显示
'''
console = logging.StreamHandler()
console.setLevel(logging.INFO)
console.setFormatter(formatter)
self._log.addHandler(console)
class wss_app():
def __init__(self):
self.client = fcoin_client()
self.client.stream.stream_depth.subscribe(self.depth)
self.client.stream.stream_klines.subscribe(self.candle)
self.client.stream.stream_ticker.subscribe(self.ticker)
self.fcoin = Fcoin()
self.fcoin.auth(config.key, config.secret)
self.buy_price = None # 买1价
self.buy_amount = None # 买1量
self.sell_price = None # 卖1价
self.sell_amount = None # 卖1量
self.ts = None # 深度更新时间
self.market_price = None # 市价
self.total_bids = 0
self.total_asks = 0
self.filled_buy_order_list = []
self.order_list = defaultdict(lambda: None)
self.buy_order_id = None
self.dic_balance = defaultdict(lambda: None)
self.time_order = time.time()
self.price_list = []
self.candle_list = None
self.SMA = None
self._init_log()
# 日志初始化
def _init_log(self):
self._log = logging.getLogger(__name__)
self._log.setLevel(level=logging.INFO)
formatter = logging.Formatter('%(asctime)s - %(message)s') # 格式
'''
保存文档
'''
handler = logging.FileHandler("app.log")
handler.setLevel(logging.INFO)
handler.setFormatter(formatter)
self._log.addHandler(handler)
'''
控制台显示
'''
console = logging.StreamHandler()
console.setLevel(logging.INFO)
console.setFormatter(formatter)
self._log.addHandler(console)
# 精度控制，直接抹除多余位数，非四舍五入
def digits(self, num, digit):
site = pow(10, digit)
tmp = num * site
tmp = math.floor(tmp) / site
return tmp
# wss订阅深度接收
def depth(self, data):
bids = data['bids']
asks = data['asks']
self.ts = time.time()
self.buy_price = bids[0] # 买
self.buy_amount = bids[1]
self.sell_price = asks[0] # 卖
self.sell_amount = asks[1]
for i in range(3):
self.total_bids += bids[2 * i - 1]
self.total_asks += asks[2 * i - 1]
# wss订阅K线接收
def candle(self, data):
if self.candle_list is None:
self.candle_list = [{
'timestamp': data['id'],
'open': data['open'],
'high': data['high'],
'low': data['low'],
'close': data['close'],
'volume': data['base_vol']
}]
else:
last_candle = self.candle_list[-1]
if last_candle['timestamp'] == data['id']:
self.candle_list[-1] = {
'timestamp': data['id'],
'open': data['open'],
'high': data['high'],
'low': data['low'],
'close': data['close'],
'volume': data['base_vol']
}
else:
self.candle_list.append({
'timestamp': data['id'],
'open': data['open'],
'high': data['high'],
'low': data['low'],
'close': data['close'],
'volume': data['base_vol']
})
if len(self.candle_list) > 10:
self.candle_list.pop(0)
if len(self.candle_list) >= 7:
close_array = np.array(
[item['close'] for item in self.candle_list])
self.SMA = talib.SMA(close_array, timeperiod=7)
# 市价
def ticker(self, data):
self.ts = time.time()
self.market_price = data['ticker'][0]
# 刷单流程
def process(self):
if self.ts and time.time(
) - self.ts < 10 and self.buy_price and self.market_price:
price = self.market_price if config.fix_price == 0 else config.fix_price
amount = 0
'''
挂卖单
'''
success_item_list = []
for item in self.filled_buy_order_list:
amount = self.digits(item['amount'],
config.symbol['amount_precision'])
price = self.digits(max(item['price'], price),
config.symbol['price_precision'])
order = [amount, price]
if amount >= config.symbol['min_amount']:
success, data = self.fcoin.sell(config.symbol['name'],
price, amount) # 卖
if success:
success_item_list.append(item)
self.order_list[data['data']] = order
self._log.info('挂卖单成功[%s:%s]' % (amount, price))
'''
删除已成功订单
'''
for item in success_item_list:
self.filled_buy_order_list.remove(item)
keys = []
for key in self.order_list.keys():
success, data = self.fcoin.get_order(key)
if success:
state = data['data']['state']
if state == 'filled':
keys.append([0, key])
elif state in ('partial_canceled', 'canceled'):
keys.append([1, key])
for tag, key in keys:
self.order_list.pop(key)
if tag == 0:
self._log.info('已经成交：' + key)
else:
self._log.info('已经撤单：' + key)
'''
买单不存在时
'''
if not self.buy_order_id:
'''
价格异动识别,可以根据实际情况改动,价格固定时无效
'''
if config.fix_price == 0:
if abs(self.buy_price - self.sell_price) > 0.5:
self._log.info('价格异动买卖差价:%s' %
abs(self.buy_price - self.sell_price))
return
elif self.SMA is None:
if len(self.price_list) > 0:
avg = sum(self.price_list) / len(self.price_list)
if abs(avg - self.buy_price) > 10:
self._log.info('价格异动avg:%s [%s]' %
(avg, self.buy_price))
self.price_list.append(self.buy_price)
self.price_list.append(self.sell_price)
if len(self.price_list) >= 120:
self.price_list.pop(0)
return
else:
self.price_list.append(self.buy_price)
self.price_list.append(self.sell_price)
else:
last = self.SMA[-2]
if not np.isnan(last):
if abs(self.buy_price - last) >= 0.5:
self._log.info('价格异动:%s' %
abs(self.buy_price - last))
return
'''
查询余额度
'''
self.dic_balance = self.get_balance()
'''
判断币种持仓量，到设定值停止买入。
'''
coin = self.dic_balance[config.symbol['coin']]
if coin and coin.balance > config.limit_amount:
self._log.info('%s余额度达到最大值[%s]' %
(config.symbol['coin'], coin.balance))
return
'''
挂买单
'''
usdt = self.dic_balance['usdt']
if usdt:
if config.fix_price:
diff = abs(config.fix_price - self.market_price)
if config.diff_price < diff:
self._log.info('固定价格模式差价异常[%-0.2f]' % diff)
return
price = self.market_price if config.fix_price == 0 else config.fix_price
if usdt.available > price * config.max_amount:
amount = config.max_amount if self.total_bids > config.total_amount and self.total_asks > config.total_amount else config.min_amount
else:
amount = usdt.available / price
amount = self.digits(amount,
config.symbol['amount_precision'])
if amount >= config.symbol['min_amount']:
price = self.digits(price,
config.symbol['price_precision'])
success, data = self.fcoin.buy(config.symbol['name'],
price, amount) # 买
if success:
self.time_order = time.time()
self.buy_order_id = data['data']
self._log.info('挂买单成功[%s:%s]' % (amount, price))
else:
self._log.info('usdt不足[%s]' % (usdt.available))
else:
self._log.info('查询余额错误')
else:
'''
买单ID存在时查询订单状态
'''
success, data = self.fcoin.get_order(self.buy_order_id)
if success:
state = data['data']['state']
amount = float(data['data']['filled_amount']) - float(
data['data']['fill_fees'])
price = float(data['data']['price'])
if amount > 0 and state in ('filled', 'partial_canceled'):
self.filled_buy_order_list.append({
'price': price,
'amount': amount
})
if state == 'filled':
self.buy_order_id = None
self._log.info('买单已成交')
elif state == 'canceled' or state == 'partial_canceled':
self.buy_order_id = None
self._log.info('买单已撤单')
elif state not in ('pending_cancel'):
'''
超时判断
'''
if time.time() - self.time_order >= config.delay:
self.fcoin.cancel_order(self.buy_order_id)
self._log.info('%s秒超时撤单' % config.delay)
else:
self._log.info('等待WebSocket数据……')
# 循环
def loop(self):
if config.min_amount < config.symbol[
'min_amount'] or config.min_amount < config.symbol[
'min_amount']:
self._log.info('max_amount,min_amount ≥ 规定的最小数量[%s]' %
(config.symbol['min_amount']))
return
self.client.start()
while not self.client.isConnected:
self._log.info('waitting……')
time.sleep(1)
self.client.subscribe_depth(config.symbol['name'], 'L20')
self.client.subscribe_candle(config.symbol['name'], 'M1')
self.client.subscribe_ticker(config.symbol['name'])
while True:
try:
self.process()
except Exception as error:
self._log.info('未知错误')
time.sleep(0.5)
# 获取余额
def get_balance(self):
dic_balance = defaultdict(lambda: None)
success, data = self.fcoin.get_balance()
if success:
for item in data['data']:
dic_balance[item['currency']] = balance(
float(item['available']), float(item['frozen']),
float(item['balance']))
return dic_balance
# 获取订单
def get_orders(self, symbol, states, limit=1):
'''
:param symbol:
:param states: submitted/partial_filled/partial_canceled/canceled/pending_cancel/filled
:return:
'''
success, data = self.fcoin.list_orders(symbol=symbol,
states=states,
limit=limit)
if success:
return data['data']
else:
print(data)
return None
class wss_app:
def __init__(self):
self.client = fcoin_client()
self.client.stream.stream_depth.subscribe(self.depth)
self.client.stream.stream_klines.subscribe(self.candle)
self.client.stream.stream_ticker.subscribe(self.ticker)
self.fcoin = Fcoin()
self.fcoin.auth(config.key, config.secret)
self.buy_price = None # 买1价
self.buy_amount = None # 买1量
self.sell_price = None # 卖1价
self.sell_amount = None # 卖1量
self.ts = None # 深度更新时间
self.market_price = None # 市价
self.total_bids = 0
self.total_asks = 0
self.filled_buy_order_list = []
self.order_list = defaultdict(lambda: None)
self.buy_order_id = None
self.dic_balance = defaultdict(lambda: None)
self.time_order = time.time()
self.price_list = []
self.candle_list = None
self.SMA = None
self._init_log()
# 日志初始化
def _init_log(self):
self._log = logging.getLogger(__name__)
self._log.setLevel(level=logging.INFO)
formatter = logging.Formatter("%(asctime)s - %(message)s") # 格式
"""
保存文档
"""
handler = logging.FileHandler("app.log")
handler.setLevel(logging.INFO)
handler.setFormatter(formatter)
self._log.addHandler(handler)
"""
控制台显示
"""
console = logging.StreamHandler()
console.setLevel(logging.INFO)
console.setFormatter(formatter)
self._log.addHandler(console)
# 精度控制，直接抹除多余位数，非四舍五入
def digits(self, num, digit):
site = pow(10, digit)
tmp = num * site
tmp = math.floor(tmp) / site
return tmp
# wss订阅深度接收
def depth(self, data):
bids = data["bids"]
asks = data["asks"]
self.ts = time.time()
self.buy_price = bids[0] # 买
self.buy_amount = bids[1]
self.sell_price = asks[0] # 卖
self.sell_amount = asks[1]
for i in range(3):
self.total_bids += bids[2 * i - 1]
self.total_asks += asks[2 * i - 1]
# wss订阅K线接收
def candle(self, data):
if self.candle_list is None:
self.candle_list = [
{
"timestamp": data["id"],
"open": data["open"],
"high": data["high"],
"low": data["low"],
"close": data["close"],
"volume": data["base_vol"],
}
]
else:
last_candle = self.candle_list[-1]
if last_candle["timestamp"] == data["id"]:
self.candle_list[-1] = {
"timestamp": data["id"],
"open": data["open"],
"high": data["high"],
"low": data["low"],
"close": data["close"],
"volume": data["base_vol"],
}
else:
self.candle_list.append(
{
"timestamp": data["id"],
"open": data["open"],
"high": data["high"],
"low": data["low"],
"close": data["close"],
"volume": data["base_vol"],
}
)
if len(self.candle_list) > 10:
self.candle_list.pop(0)
if len(self.candle_list) >= 7:
close_array = np.array([item["close"] for item in self.candle_list])
self.SMA = talib.SMA(close_array, timeperiod=7)
# 市价
def ticker(self, data):
self.ts = time.time()
self.market_price = data["ticker"][0]
# 刷单流程
def process(self):
if (
self.ts
and time.time() - self.ts < 10
and self.buy_price
and self.market_price
):
price = self.market_price if config.fix_price == 0 else config.fix_price
amount = 0
"""
挂卖单
"""
success_item_list = []
for item in self.filled_buy_order_list:
amount = self.digits(item["amount"], config.symbol["amount_precision"])
price = self.digits(
max(item["price"], price), config.symbol["price_precision"]
)
order = [amount, price]
if amount >= config.symbol["min_amount"]:
success, data = self.fcoin.sell(
config.symbol["name"], price, amount
) # 卖
if success:
success_item_list.append(item)
self.order_list[data["data"]] = order
self._log.info("挂卖单成功[%s:%s]" % (amount, price))
"""
删除已成功订单
"""
for item in success_item_list:
self.filled_buy_order_list.remove(item)
keys = []
for key in self.order_list.keys():
success, data = self.fcoin.get_order(key)
if success:
state = data["data"]["state"]
if state == "filled":
keys.append([0, key])
elif state in ("partial_canceled", "canceled"):
keys.append([1, key])
for tag, key in keys:
self.order_list.pop(key)
if tag == 0:
self._log.info("已经成交：" + key)
else:
self._log.info("已经撤单：" + key)
"""
买单不存在时
"""
if not self.buy_order_id:
"""
价格异动识别,可以根据实际情况改动,价格固定时无效
"""
if config.fix_price == 0:
if abs(self.buy_price - self.sell_price) > 0.5:
self._log.info(
"价格异动买卖差价:%s" % abs(self.buy_price - self.sell_price)
)
return
elif self.SMA is None:
if len(self.price_list) > 0:
avg = sum(self.price_list) / len(self.price_list)
if abs(avg - self.buy_price) > 10:
self._log.info(
"价格异动avg:%s [%s]" % (avg, self.buy_price)
)
self.price_list.append(self.buy_price)
self.price_list.append(self.sell_price)
if len(self.price_list) >= 120:
self.price_list.pop(0)
return
else:
self.price_list.append(self.buy_price)
self.price_list.append(self.sell_price)
else:
last = self.SMA[-2]
if not np.isnan(last):
if abs(self.buy_price - last) >= 0.5:
self._log.info("价格异动:%s" % abs(self.buy_price - last))
return
"""
查询余额度
"""
self.dic_balance = self.get_balance()
"""
判断币种持仓量，到设定值停止买入。
"""
coin = self.dic_balance[config.symbol["coin"]]
if coin and coin.balance > config.limit_amount:
self._log.info(
"%s余额度达到最大值[%s]" % (config.symbol["coin"], coin.balance)
)
return
"""
挂买单
"""
usdt = self.dic_balance["usdt"]
if usdt:
if config.fix_price:
diff = abs(config.fix_price - self.market_price)
if config.diff_price < diff:
self._log.info("固定价格模式差价异常[%-0.2f]" % diff)
return
price = (
self.market_price if config.fix_price == 0 else config.fix_price
)
if usdt.available > price * config.max_amount:
amount = (
config.max_amount
if self.total_bids > config.total_amount
and self.total_asks > config.total_amount
else config.min_amount
)
else:
amount = usdt.available / price
amount = self.digits(amount, config.symbol["amount_precision"])
if amount >= config.symbol["min_amount"]:
price = self.digits(price, config.symbol["price_precision"])
success, data = self.fcoin.buy(
config.symbol["name"], price, amount
) # 买
if success:
self.time_order = time.time()
self.buy_order_id = data["data"]
self._log.info("挂买单成功[%s:%s]" % (amount, price))
else:
self._log.info("usdt不足[%s]" % (usdt.available))
else:
self._log.info("查询余额错误")
else:
"""
买单ID存在时查询订单状态
"""
success, data = self.fcoin.get_order(self.buy_order_id)
if success:
state = data["data"]["state"]
amount = float(data["data"]["filled_amount"]) - float(
data["data"]["fill_fees"]
)
price = float(data["data"]["price"])
if amount > 0 and state in ("filled", "partial_canceled"):
self.filled_buy_order_list.append(
{"price": price, "amount": amount}
)
if state == "filled":
self.buy_order_id = None
self._log.info("买单已成交")
elif state == "canceled" or state == "partial_canceled":
self.buy_order_id = None
self._log.info("买单已撤单")
elif state not in ("pending_cancel"):
"""
超时判断
"""
if time.time() - self.time_order >= config.delay:
self.fcoin.cancel_order(self.buy_order_id)
self._log.info("%s秒超时撤单" % config.delay)
else:
self._log.info("等待WebSocket数据……")
# 循环
def loop(self):
if (
config.min_amount < config.symbol["min_amount"]
or config.min_amount < config.symbol["min_amount"]
):
self._log.info(
"max_amount,min_amount ≥ 规定的最小数量[%s]" % (config.symbol["min_amount"])
)
return
self.client.start()
while not self.client.isConnected:
self._log.info("waitting……")
time.sleep(1)
self.client.subscribe_depth(config.symbol["name"], "L20")
self.client.subscribe_candle(config.symbol["name"], "M1")
self.client.subscribe_ticker(config.symbol["name"])
while True:
try:
self.process()
except Exception as error:
self._log.info("未知错误")
time.sleep(0.5)
# 获取余额
def get_balance(self):
dic_balance = defaultdict(lambda: None)
success, data = self.fcoin.get_balance()
if success:
for item in data["data"]:
dic_balance[item["currency"]] = balance(
float(item["available"]),
float(item["frozen"]),
float(item["balance"]),
)
return dic_balance
# 获取订单
def get_orders(self, symbol, states, limit=1):
"""
:param symbol:
:param states: submitted/partial_filled/partial_canceled/canceled/pending_cancel/filled
:return:
"""
success, data = self.fcoin.list_orders(
symbol=symbol, states=states, limit=limit
)
if success:
return data["data"]
else:
print(data)
return None
def fteth(self, profit_margin, volumn_rate):
fcoin = Fcoin()
#print(fcoin.get_symbols())
fcoin.auth(key, secret)
balance = (fcoin.get_balance())['data']
for i in balance:
if i['currency'] == u'eth':
#print i
eth_balance = i['balance']
eth_available = i['available']
if eth_balance != eth_available:
print('Warning: Some ETH frozen: ', i)
sys.exit(0)
for i in balance:
if i['currency'] == u'ft':
#print i
ft_balance = i['balance']
ft_available = i['available']
if ft_available != ft_balance:
print('Warning: Some FT frozen: ', i)
sys.exit(0)
result = (fcoin.get_market_ticker(u'fteth'))
#result=(fcoin.get_currencies())
#print(result)
#print(result['status'])
#print(result['data']['ticker'])
_latest_trans_price = result['data']['ticker'][0]
_latest_volumn = result['data']['ticker'][1]
_max_buy_price = result['data']['ticker'][2]
_max_buy_volumn = result['data']['ticker'][3]
_min_sell_price = result['data']['ticker'][4]
_min_sell_volumn = result['data']['ticker'][5]
#buy_price = _latest_trans_price*0.92
buy_price = _latest_trans_price * 1.0
buy_price = round(buy_price, 8) ## keep 8 decimal
can_buy_ft = int(float(eth_available) / buy_price)
buy_volumn = int(float(can_buy_ft) * float(volumn_rate))
result = fcoin.buy('fteth', buy_price, buy_volumn)
sell_price = buy_price * (1.0 + profit_margin)
sell_price = round(sell_price, 8) ## keep 8 decimal
sell_volumn = buy_volumn # sell all
print('ticker fteth latest price:', _latest_trans_price)
print("order_price = ", buy_price, "order_volumn = ", buy_volumn)
print("sell_price = ", sell_price)
#print result
buy_id = result['data']
buy_order_done = 0
sell_order_done = 0
#buy_id_decode = base64.b64decode(bytes(buy_id))
print buy_id
#print buy_id_decode
buy_cycle_time = 3 ## wait 5 seconds * 3 times = 15 seconds
sell_cycle_time = 180 ## wait 10 seconds * 180 times = 30 mins
while (buy_cycle_time > 0):
time.sleep(5)
result = fcoin.get_order(buy_id)
#result = fcoin.show_orders('fteth')
#print result
filled = result['data']['filled_amount']
#print int(filled)
if int(float(filled)) == buy_volumn:
print('buy order done !')
buy_order_done = 1
break
buy_cycle_time = buy_cycle_time - 1
if buy_cycle_time == 0:
print 'Timeout!! Buy price is too low, please try again'
print 'Cancel buy order!'
fcoin.cancel_order(buy_id)
if buy_order_done == 1:
result = fcoin.sell('fteth', sell_price, sell_volumn)
sell_id = result['data']
while (sell_cycle_time > 0):
time.sleep(20)
result = fcoin.get_order(sell_id)
#print result
filled = result['data']['filled_amount']
if int(float(filled)) == sell_volumn:
print('sell order done !')
sell_order_done = 1
break
sell_cycle_time = sell_cycle_time - 1
if sell_cycle_time % 5 == 0:
print 'Sell price is too high, cancel order,try again'
fcoin.cancel_order(sell_id)
time.sleep(1)
sell_price = sell_price * 0.999 ## price down 0.001
sell_price = round(sell_price, 8) ## keep 8 decimal
sell_volumn = sell_volumn - int(float(filled))
result = fcoin.sell('fteth', sell_price, sell_volumn)
sell_id = result['data']
print('sell_price = ', sell_price)
print('sell_volumn = ', sell_volumn)
self.refresh_unit()
try:
self.place_order(limit=self.limit)
except InsufficientAccountError:
self.get_balance()
amount = round(self.quote_balance * 0.9, 1)
self.client.create_order(side="buy",
amount=amount,
type="market",
symbol=self.symbol)
print("{}不足，购买{} {}".format(self.base_currency, amount,
self.quote_currency))
self.sleep(10)
self.get_balance()
self.refresh_unit()
self.sleep(1)
self.round += 1
# while not self.finish_sell or not self.finish_buy:
# self.order_complete()
if __name__ == "__main__":
fclient = Fcoin(use_proxy=False)
key = os.environ.get("FCOIN_KEY")
secret = os.environ.get("FCOIN_SECRET")
fclient.auth([(key, secret)])
robot = FcoinRobot(fclient, 'eth', 'usdt', unit=4, decimal=2, limit=False)
robot.sleep(5)
robot.start()
try:
cf.read("fcoin.conf")
key = cf.get('api', 'key')
secret = cf.get('api', 'secret')
symbol = cf.get('brush', 'symbol')
currency = cf.get('brush', 'currency')
addr = cf.get('peer', 'addr')
server_port = cf.get('peer', 'server_port')
peer_port = cf.get('peer', 'peer_port')
actor = cf.get('peer', 'actor')
except Exception:
print('please check the config file <fcoin.conf> in parent direction')
exit(1)
fcoin = Fcoin()
fcoin.auth(key, secret)
symbols = fcoin.get_symbols()
send_queue = Queue.Queue(maxsize=1)
recv_queue = Queue.Queue(maxsize=1)
udp_socket = socket.socket(socket.AF_INET, socket.SOCK_DGRAM)
udp_socket.bind((addr, int(server_port)))
serial = 0
class Sender(threading.Thread):
def run(self):
while True:
data_obj = send_queue.get()
data = pickle.dumps(data_obj)
udp_socket.sendto(data.encode('utf-8'), (addr, int(peer_port)))
class app():
def __init__(self):
self.key = config.key
self.secret = config.secret
self._log = None
self.dic_balance = defaultdict(lambda: None)
self.order_list = defaultdict(lambda: None)
self.stop = False
self.buy_order_id = None
self.sell_order_id = None
self.time_order = time.time()
self.db = mongodb()
self.fcoin = Fcoin()
self.fcoin.auth(self.key, self.secret)
self._init_log()
def _init_log(self):
self._log = logging.getLogger(__name__)
self._log.setLevel(level=logging.INFO)
formatter = logging.Formatter('%(asctime)s - %(message)s')
handler = logging.FileHandler("app.log")
handler.setLevel(logging.INFO)
handler.setFormatter(formatter)
self._log.addHandler(handler)
console = logging.StreamHandler()
console.setLevel(logging.INFO)
console.setFormatter(formatter)
self._log.addHandler(console)
#查询订单
def get_orders(self, symbol, states, limit=1):
'''
:param symbol:
:param states: submitted/partial_filled/partial_canceled/canceled/pending_cancel/filled
:return:
'''
success, data = self.fcoin.list_orders(symbol=symbol, states=states, limit=limit)
if success:
return data['data']
else:
print(data)
return None
#获取余额
def get_blance(self):
dic_blance = defaultdict(lambda: None)
success, data = self.fcoin.get_balance()
if success:
for item in data['data']:
dic_blance[item['currency']] = balance(float(item['available']), float(item['frozen']),float(item['balance']))
return dic_blance
#精度
def digits(self,num, digit):
site = pow(10, digit)
tmp = num * site
tmp = math.floor(tmp) / site
return tmp
#过程
def process(self):
if self.buy_order_id is None and self.sell_order_id is None:
success, data = self.fcoin.get_market_depth('L20', config.symbol)
if success:
bids = data['data']['bids'] # 买
asks = data['data']['asks'] # 卖
total_bids = 0
total_asks = 0
for i in range(3):
total_bids += bids[2*i - 1]
total_asks += asks[2*i - 1]
buy_price = bids[0]
buy_amount = bids[1]
sell_price = asks[0]
sell_amount = asks[1]
usdt = self.dic_balance['usdt']
btc = self.dic_balance['btc']
amount = 0
price = 0
order = None
if btc:
r = self.db.get('buy',buy_price)
if r:
amount = self.digits(r['amount'], 4)
order = {'id': r['_id'], 'amount': amount, 'price': r['price']}
#if btc.available >= 0.001 and amount < 0.001:
# amount = self.digits(btc.available, 4)
if amount >= 0.001:
price = self.digits(sell_price, 2)
success, data = self.fcoin.sell(config.symbol, price, amount)#卖
if success:
self.time_order = time.time()
self.sell_order_id = data['data']
self._log.info('挂卖单成功[%s:%s]' % (amount, price))
if order:
self.order_list[self.sell_order_id] = order
return
if usdt:
if btc and btc.available >= config.limit_account:
self.dic_balance = self.get_blance()
self._log.info('余额度超过%s个BTC,停止买入[%s]' % (config.limit_account, btc.available))
return
if usdt.available > buy_price * config.max_amount:
amount = config.max_amount if total_bids > config.total_amount and total_asks > config.total_amount else config.min_amount
else:
amount = usdt.available/buy_price
amount = self.digits(amount, 4)
price = self.digits(buy_price, 2)
success, data = self.fcoin.buy(config.symbol, price, amount)#买
if success:
self.time_order = time.time()
self.buy_order_id = data['data']
self._log.info('挂买单成功[%s:%s]' % (amount, price))
else:
self._log.info('余额错误')
self.dic_balance = self.get_blance()
else:
if self.sell_order_id:
success, data = self.fcoin.get_order(self.sell_order_id)
if success:
state = data['data']['state']
amount = float(data['data']['filled_amount'])
if state in ('filled','partial_canceled'):
order = self.order_list[self.sell_order_id]
if order:
self.db.update( order['id'], amount)
if state == 'filled':
self.sell_order_id = None
self._log.info('卖单已成交')
self.dic_balance = self.get_blance()
elif state == 'canceled' or state == 'partial_canceled':
self.sell_order_id = None
self._log.info('卖单已撤单')
self.dic_balance = self.get_blance()
elif state not in ('pending_cancel'):
if time.time() - self.time_order >= 15:
self.fcoin.cancel_order(self.sell_order_id)
self._log.info('15秒超时撤单')
if self.buy_order_id:
success, data = self.fcoin.get_order(self.buy_order_id)
if success:
state = data['data']['state']
amount = float(data['data']['filled_amount']) - float(data['data']['fill_fees'])
price = float(data['data']['price'])
if amount > 0 and state in ('filled','partial_canceled'):
self.db.add('buy', price, amount)
if state == 'filled':
self.buy_order_id = None
self._log.info('买单已成交')
self.dic_balance = self.get_blance()
elif state == 'canceled' or state == 'partial_canceled':
self.buy_order_id = None
self._log.info('买单已撤单')
self.dic_balance = self.get_blance()
elif state not in ('pending_cancel'):
if time.time() - self.time_order >= 15:
self.fcoin.cancel_order(self.buy_order_id)
self._log.info('15秒超时撤单')
def task(self):
dic = self.get_orders(config.symbol, 'submitted', 20)
for item in dic:
self.fcoin.cancel_order(item['id'])
self.dic_balance = self.get_blance()
self.loop()
def loop(self):
while not self.stop:
self.process()
time.sleep(1)
# -*- coding: utf-8 -*-
# !/usr/bin/env python
import logging
import os
from config import kline_interval
import time
from fcoin import Fcoin
import config
import mmap
from config import sdb, mdb
fcoin = Fcoin()
fcoin.auth(config.key, config.secret)
sDir = os.path.join(os.path.abspath('..'), config.sD)
class BaseSync(object):
def __init__(self, platform, data_type, interval=''):
self.data_type = data_type
self.platform = platform
self.interval = interval
# self._init_log()
def run(self, *args):
self.client.start()
while not self.client.isConnected:
self._log.info('waitting……')
time.sleep(0.5)
self.sync_data(*args)
while True:
# encoding=utf8
from fcoin import Fcoin
import time
import datetime
import sys
fcoin = Fcoin()
# 订单取消时间
timeout = 300
# 交易对
symbol = "ltcusdt"
# 设置appkey/appsecret
fcoin.auth('appkey', 'appsecret')
# 格式
tradeIDs = []
#ltcusdt信息
ltcusdt_ticket = {
"cur_price": 0,
"cur_price_count": 0,
"buy_price": 0,
"buy_price_count": 0,
"sale_price": 0,
"sale_price_count": 0,
# 默认为安全值
"real_sale_price": 1000,
}
